CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 0.7892 0.7921 0.0029 0.4% 0.8035
High 0.8008 0.7994 -0.0014 -0.2% 0.8068
Low 0.7870 0.7888 0.0018 0.2% 0.7797
Close 0.7911 0.7974 0.0063 0.8% 0.8010
Range 0.0138 0.0106 -0.0032 -23.2% 0.0271
ATR 0.0168 0.0164 -0.0004 -2.6% 0.0000
Volume 88,055 71,098 -16,957 -19.3% 328,563
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8270 0.8228 0.8032
R3 0.8164 0.8122 0.8003
R2 0.8058 0.8058 0.7993
R1 0.8016 0.8016 0.7984 0.8037
PP 0.7952 0.7952 0.7952 0.7963
S1 0.7910 0.7910 0.7964 0.7931
S2 0.7846 0.7846 0.7955
S3 0.7740 0.7804 0.7945
S4 0.7634 0.7698 0.7916
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8771 0.8662 0.8159
R3 0.8500 0.8391 0.8085
R2 0.8229 0.8229 0.8060
R1 0.8120 0.8120 0.8035 0.8039
PP 0.7958 0.7958 0.7958 0.7918
S1 0.7849 0.7849 0.7985 0.7768
S2 0.7687 0.7687 0.7960
S3 0.7416 0.7578 0.7935
S4 0.7145 0.7307 0.7861
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8068 0.7740 0.0328 4.1% 0.0165 2.1% 71% False False 70,435
10 0.8158 0.7740 0.0418 5.2% 0.0168 2.1% 56% False False 67,811
20 0.8204 0.7740 0.0464 5.8% 0.0183 2.3% 50% False False 38,841
40 0.8204 0.7204 0.1000 12.5% 0.0142 1.8% 77% False False 19,496
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8445
2.618 0.8272
1.618 0.8166
1.000 0.8100
0.618 0.8060
HIGH 0.7994
0.618 0.7954
0.500 0.7941
0.382 0.7928
LOW 0.7888
0.618 0.7822
1.000 0.7782
1.618 0.7716
2.618 0.7610
4.250 0.7438
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 0.7963 0.7941
PP 0.7952 0.7907
S1 0.7941 0.7874

These figures are updated between 7pm and 10pm EST after a trading day.

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